-15.0%
MP vs INDA
-5.0%
-10.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +0.7% | -3.6% | -3.5% |
| 30D | +13.8% | -0.8% | +14.6% | +14.8% |
| 3M | -16.7% | +3.9% | -20.6% | -19.6% |
| 6M | -11.5% | -0.7% | -10.8% | -14.7% |
| YTD | +7.9% | -7.7% | +15.6% | +9.1% |
| 1Y | -15.0% | -5.1% | -9.9% | -10.9% |
| All | -15.0% | -5.0% | -10.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling